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An Example Of The Use Of Andrews’ Plots To Detect Time Variations In Model Parameters And To Detect Outlying Observations

 

作者: Agnee M. Herzberg,  

 

期刊: Journal of Applied Statistics  （Taylor Available online 1982）
卷期: Volume 9, issue 2  

页码: 146-154

 

ISSN:0266-4763

 

年代: 1982

 

DOI:10.1080/02664768200000016

 

出版商: Sheffield City Polytechnic

 

关键词: Andrews’ plots;time series;outliers;spurious observations;exploratory analysis

 

数据来源: Taylor

 

摘要:

Andrews (1972) introduced a method of plotting highdimensional data in two dimensions. This method is exploited as a graphical tool for the examination of changes over time in the parameters of a time series model. An example using a Fourier series model is given to illustrate the method. It is also shown how outlying observations in the data can be found.

 

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